新版深证下单完善

Administrator

2024-04-15 b83950b1759c2dc48163e3b57266eed4d66014f7

新版深证下单完善

 l2/l2_data_manager_new.py

@@ -1738,12 +1738,12 @@
                    if _val["num"] * float(_val["price"]) < 5000:
                        continue
                    if last_index is None or (total_datas[last_index]["val"]["time"] == total_datas[i]["val"]["time"]):
                        if code.find("00") == 0 and threshold_money > 0:
                            # 深证非板上放量需要判断是否有信号
                        single = place_order_single_data_manager.L2TradeSingleDataManager.get_valid_trade_single(code,
                                                                                                                 tool.to_time_with_ms(
                                                                                                                     _val[
                                                                                                                         'time'],
                                                                                                                     _val[
                                                                                                                         'tms']))
                                                                                                                         _val['time'],
                                                                                                                         _val['tms']))
                        if not single:
                            continue
                        if start is None:

 log_module/log_export.py

@@ -528,6 +528,33 @@
    return fdatas


def load_huaxin_active_sell_map(date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/huaxin/trade/l2_active_sell.{date}.log"
    fdatas = {}
    if os.path.exists(path):
        with open(path, 'r', encoding="utf-8") as f:
            lines = f.readlines()
            for line in lines:
                if line:
                    try:
                        data = line.split(" - ")[1].strip()
                        if data.startswith("["):
                            time_str = data[data.find("[") + 1:data.find("]")].strip()
                            data = data[data.find("]") + 1:].strip()

                        data = data.split("code=")[1].strip()
                        code = data[:data.find(" ")].strip()
                        data = data[data.find(" "):].strip()
                        data = eval(data)
                        l2_data = eval(data.split("#")[1])
                        if code not in fdatas:
                            fdatas[code] = set()
                        fdatas[code].add(data[0])
                    except:
                        pass
    return fdatas


if __name__ == '__main__':
    fdatas = load_huaxin_transaction_sell_no("600990")
    print(len(fdatas))